As many of the people pointed out before me, selling them as soon as you get them may not be the best strategy. For ERC20 tokens for example you have to pay the gas to send the tokens from your wallet to an exchange and then pay the fee again to receive the ETH or BTC or what you sold them for. If the price you receive from the tokens is larger than the cost of doing so, then it would make sense to do just that.

But since you payed nothing to receive the airdropped tokens, I think it would be best to hold them, because holding bears no cost for you, except the opportunity cost. Even if 90% of them are shitcoins and the team behind them will do nothing, there are still 10% that could see their utility value increase once the team finishes the project and would make more sense to keep them to use them yourself or sell when there is actual demand for the tokens.